+1,075.5%
XLI vs CLS
+1,680.3%
-604.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.6% |
| 7D | +3.8% | +16.3% | -12.5% | +0.7% |
| 30D | +1.0% | -25.7% | +26.7% | +5.9% |
| 3M | -8.9% | -30.9% | +22.0% | -3.9% |
| 6M | -2.3% | -35.5% | +33.2% | +2.5% |
| YTD | +9.7% | -18.7% | +28.4% | +8.0% |
| 1Y | +12.3% | -17.9% | +30.2% | +9.4% |
| 3Y | +71.5% | +838.1% | -766.6% | -6.4% |
| 5Y | +70.2% | +1,971.9% | -1,901.7% | -23.2% |
| 10Y | +227.5% | +1,907.9% | -1,680.4% | +38.5% |
| All | +1,075.5% | +1,680.3% | -604.8% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling